COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
923.4 |
910.0 |
-13.4 |
-1.5% |
942.1 |
| High |
925.3 |
920.0 |
-5.3 |
-0.6% |
948.0 |
| Low |
906.4 |
909.3 |
2.9 |
0.3% |
924.6 |
| Close |
910.7 |
917.7 |
7.0 |
0.8% |
932.3 |
| Range |
18.9 |
10.7 |
-8.2 |
-43.4% |
23.4 |
| ATR |
15.4 |
15.0 |
-0.3 |
-2.2% |
0.0 |
| Volume |
1,054 |
2,405 |
1,351 |
128.2% |
5,291 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
947.8 |
943.4 |
923.6 |
|
| R3 |
937.1 |
932.7 |
920.6 |
|
| R2 |
926.4 |
926.4 |
919.7 |
|
| R1 |
922.0 |
922.0 |
918.7 |
924.2 |
| PP |
915.7 |
915.7 |
915.7 |
916.8 |
| S1 |
911.3 |
911.3 |
916.7 |
913.5 |
| S2 |
905.0 |
905.0 |
915.7 |
|
| S3 |
894.3 |
900.6 |
914.8 |
|
| S4 |
883.6 |
889.9 |
911.8 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,005.2 |
992.1 |
945.2 |
|
| R3 |
981.8 |
968.7 |
938.7 |
|
| R2 |
958.4 |
958.4 |
936.6 |
|
| R1 |
945.3 |
945.3 |
934.4 |
940.2 |
| PP |
935.0 |
935.0 |
935.0 |
932.4 |
| S1 |
921.9 |
921.9 |
930.2 |
916.8 |
| S2 |
911.6 |
911.6 |
928.0 |
|
| S3 |
888.2 |
898.5 |
925.9 |
|
| S4 |
864.8 |
875.1 |
919.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
943.1 |
906.4 |
36.7 |
4.0% |
12.9 |
1.4% |
31% |
False |
False |
1,391 |
| 10 |
950.0 |
906.4 |
43.6 |
4.8% |
13.5 |
1.5% |
26% |
False |
False |
1,588 |
| 20 |
964.6 |
906.4 |
58.2 |
6.3% |
13.9 |
1.5% |
19% |
False |
False |
1,474 |
| 40 |
991.8 |
906.4 |
85.4 |
9.3% |
15.0 |
1.6% |
13% |
False |
False |
1,470 |
| 60 |
991.8 |
870.0 |
121.8 |
13.3% |
14.0 |
1.5% |
39% |
False |
False |
1,176 |
| 80 |
991.8 |
870.0 |
121.8 |
13.3% |
14.1 |
1.5% |
39% |
False |
False |
1,096 |
| 100 |
1,008.7 |
870.0 |
138.7 |
15.1% |
15.1 |
1.6% |
34% |
False |
False |
948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
965.5 |
|
2.618 |
948.0 |
|
1.618 |
937.3 |
|
1.000 |
930.7 |
|
0.618 |
926.6 |
|
HIGH |
920.0 |
|
0.618 |
915.9 |
|
0.500 |
914.7 |
|
0.382 |
913.4 |
|
LOW |
909.3 |
|
0.618 |
902.7 |
|
1.000 |
898.6 |
|
1.618 |
892.0 |
|
2.618 |
881.3 |
|
4.250 |
863.8 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
916.7 |
919.7 |
| PP |
915.7 |
919.0 |
| S1 |
914.7 |
918.4 |
|